public void EnqueueDeletedStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
serverToClientMessage.Reset();
serverToClientMessage.ReceiverClientId = stopLimitOrder.ClientId;
serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.StopLimitOrderDeleted;
serverToClientMessage.StopLimitOrder.Update(stopLimitOrder.ToDto());
Enqueue();
}
public void EnqueueAddedStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
serverToClientMessage.Reset();
serverToClientMessage.ReceiverClientId = stopLimitOrder.ClientId;
serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.StopLimitOrderAccepted;
serverToClientMessage.StopLimitOrder.Update(stopLimitOrder.ToDto());
Enqueue();
}
public void RemoveStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
switch (stopLimitOrder.Way)
{
case WayEnum.Buy:
BuySideStopLimitOrders.Remove(stopLimitOrder);
break;
case WayEnum.Sell:
SellSideStopLimitOrders.Remove(stopLimitOrder);
break;
}
}
public void AddStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
switch (stopLimitOrder.Way)
{
case WayEnum.Buy:
BuySideStopLimitOrders.Insert(0, stopLimitOrder);
break;
case WayEnum.Sell:
SellSideStopLimitOrders.Insert(0, stopLimitOrder);
break;
}
stopLimitOrder.RegisterOrderBookDeleteHandler(RemoveStopLimitOrder);
stopLimitOrder.RegisterOrderBookModifyHandler(StopLimitOrderModified);
TryExecuteTriggers();
}
public void AddStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
switch (stopLimitOrder.Way)
{
case WayEnum.Buy:
BuySideStopLimitOrders.Insert(0, stopLimitOrder);
break;
case WayEnum.Sell:
SellSideStopLimitOrders.Insert(0, stopLimitOrder);
break;
}
stopLimitOrder.RegisterOrderBookDeleteHandler(RemoveStopLimitOrder);
stopLimitOrder.RegisterOrderBookModifyHandler(StopLimitOrderModified);
TryExecuteTriggers();
}
public void HandleAddStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
string symbol = stopLimitOrder.Symbol;
if (!OrderBooks.ContainsKey(symbol))
{
return;
}
stopLimitOrder.RegisterOutgoingQueueDeleteHandler(outgoingQueue.EnqueueDeletedStopLimitOrder);
outgoingQueue.EnqueueAddedStopLimitOrder(stopLimitOrder);
stopLimitOrder.Trigger.SetTriggerAction(() =>
{
stopLimitOrder.Delete();
var newLimitOrder = orderRepository.NewLimitOrder(stopLimitOrder);
newLimitOrder.RegisterDeleteNotificationHandler(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterModifyNotificationHandler(outgoingQueue.EnqueueUpdatedLimitOrder);
newLimitOrder.RegisterFilledNotification(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterFilledNotification((order) => order.Delete());
HandleAddLimitOrder(newLimitOrder);
});
OrderBooks[symbol].AddStopLimitOrder(stopLimitOrder);
}
public ILimitOrder NewLimitOrder(IStopLimitOrder stopLimitOrder)
{
return NewLimitOrder(stopLimitOrder.Symbol, stopLimitOrder.ClientId, stopLimitOrder.LimitPrice, stopLimitOrder.Quantity, stopLimitOrder.Way);
}
private void HandleDeletedStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
stopLimitOrder.UnRegisterOrderRepositoryDeleteHandler();
StopLimitOrders.Remove(stopLimitOrder.ExchangeOrderId);
ClientStopLimitOrders[stopLimitOrder.ClientId].Remove(stopLimitOrder);
}
public ILimitOrder NewLimitOrder(IStopLimitOrder stopLimitOrder)
{
return(NewLimitOrder(stopLimitOrder.Symbol, stopLimitOrder.ClientId, stopLimitOrder.LimitPrice, stopLimitOrder.Quantity, stopLimitOrder.Way));
}
private void HandleDeletedStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
stopLimitOrder.UnRegisterOrderRepositoryDeleteHandler();
StopLimitOrders.Remove(stopLimitOrder.ExchangeOrderId);
ClientStopLimitOrders[stopLimitOrder.ClientId].Remove(stopLimitOrder);
}
public void HandleAddStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
string symbol = stopLimitOrder.Symbol;
if (!OrderBooks.ContainsKey(symbol))
return;
stopLimitOrder.RegisterOutgoingQueueDeleteHandler(outgoingQueue.EnqueueDeletedStopLimitOrder);
outgoingQueue.EnqueueAddedStopLimitOrder(stopLimitOrder);
stopLimitOrder.Trigger.SetTriggerAction(() =>
{
stopLimitOrder.Delete();
var newLimitOrder = orderRepository.NewLimitOrder(stopLimitOrder);
newLimitOrder.RegisterDeleteNotificationHandler(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterModifyNotificationHandler(outgoingQueue.EnqueueUpdatedLimitOrder);
newLimitOrder.RegisterFilledNotification(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterFilledNotification((order) => order.Delete());
HandleAddLimitOrder(newLimitOrder);
});
OrderBooks[symbol].AddStopLimitOrder(stopLimitOrder);
}
private void StopLimitOrderModified(IStopLimitOrder modifiedStopLimitOrder)
{
TryExecuteTriggers();
}
public void RemoveStopLimitOrder(IStopLimitOrder stopLimitOrder)
{
switch (stopLimitOrder.Way)
{
case WayEnum.Buy:
BuySideStopLimitOrders.Remove(stopLimitOrder);
break;
case WayEnum.Sell:
SellSideStopLimitOrders.Remove(stopLimitOrder);
break;
}
}
private void StopLimitOrderModified(IStopLimitOrder modifiedStopLimitOrder)
{
TryExecuteTriggers();
}
